-10.6%
BA vs AEP
+10.7%
-21.3%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.5% | +2.6% | +2.2% |
| 7D | +5.9% | +0.8% | +5.1% | +5.8% |
| 30D | -8.2% | +7.9% | -16.1% | -9.1% |
| 3M | -25.4% | +1.5% | -26.8% | -25.5% |
| 6M | -20.0% | -2.6% | -17.4% | -19.7% |
| YTD | -18.5% | +14.7% | -33.1% | -17.7% |
| 1Y | -10.6% | +10.8% | -21.4% | -10.2% |
| All | -10.6% | +10.7% | -21.3% | -10.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AEP.
Daily Out/Under-Performance
Portfolio return minus AEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded AEP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling